Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47381.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45983.03 Kr¶

PnL: ---------------------------------------> -905.54 Kr¶

DD now: ---------------------------------> -2.568 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:04:48.908664'

Anic Portfolio¶

Today¶

Return: -0.308 %¶

This Week¶

Return: -0.308 %¶

Total¶

Return: 55.113 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -1.120000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 -0.200000 3507.840000 53.840000 1.560000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 -1.030000 404.200000 49.200000 13.860000 355.000000
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Resurs Holding 22 -0.220000 608.740000 34.740000 6.050000 573.999998
Corem Property Group B 59 -0.870000 608.290000 31.290000 5.420000 576.999999
Swedbank A 3 -0.330000 587.400000 23.400000 4.150000 564.000000
Intrum 4 -0.290000 546.400000 19.400000 3.680000 527.000000
SAAB B 8 -0.700000 3396.000000 19.000000 0.560000 3377.000000
AcadeMedia 12 -0.620000 575.760000 18.760000 3.370000 557.000004
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Securitas B 6 -0.710000 583.800000 13.800000 2.420000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.280000 256.320000 10.320000 4.200000 246.000000
Creaspac SPAC 6 0.000000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -1.480000 532.800000 0.800000 0.150000 532.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -3.280000 556.500000 -5.500000 -0.980000 562.000005
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Handelsbanken A 5 -0.690000 536.500000 -9.500000 -1.740000 546.000000
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 0.190000 535.400000 -38.600000 -6.720000 574.000000
Vivesto 1368 -0.740000 549.940000 -63.060000 -10.290000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 -1.500000 2740.400000 -230.600000 -7.760000 2971.000006
OX2 18 -1.000000 1431.000000 -233.000000 -14.000000 1663.999992
Axfood 13 0.820000 3495.700000 -260.300000 -6.930000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45944.470000 -944.100000 -2.64734% 46888.564618

Updated:¶

'2023-01-30 09:04:27.241455'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶